[R] convert weekly time series data to monthly

2008-03-30 Thread Richard Saba
I have weekly time series data with year, month, day, and price variables. The input data set for the weekly series takes the following form: Year month day price 19908 20 119.1 19908 27 124.5 19909 3 124.2 19909 10

Re: [R] convert weekly time series data to monthly

2008-03-30 Thread Henrique Dallazuanna
If I understand: x.new - cbind('M.Y'=paste(month.abb[x$month], x$Year, sep=-), x[-3]) aggregate(list(Change=x.new$price), list(M.Y=x.new[,M.Y], Year=x.new$Year, Month=x.new$month), FUN=mean) On 30/03/2008, Richard Saba [EMAIL PROTECTED]

Re: [R] convert weekly time series data to monthly

2008-03-30 Thread Gabor Grothendieck
Do you mean merge them into a two column series of price for one column and change for another column? That is what I will assume since the result was not illustrated. Suggest you read the help files and the three vignettes in the zoo package. Also R News 4/1 has info on dates. If you were